The solid-state electrochemical formation of bilayered electrode structures of different metal hexacyanoferrates was studied. This formation occurs as a result of an insertion/substitution reaction during prolonged voltammetric cycling of microparticles immobilized on the surface of a graphite electrode in an electrolyte solution of the respective metal ions. A theoretical model is proposed for the cyclic voltammetric behavior for the case of the transformation of Prussian blue into cadmium hexacyanoferrate, using the finite difference simulation method. The simulated voltammetric curves and the assumed model are in good agreement with new experimental results which give clear evidence that the exchange reaction of this model reaction, i.e. the intramolecular substitution of high-spin iron by cadmium ions, takes place simultaneously with the electrochemical oxidation of Prussian blue ((KFeFeII)-Fe-III(CN)(6)) to Berlin green ((FeFeIII)-Fe-III(CN)(6)). The bilayered structures obtained with immobilized microparticles are discussed in comparison to those prepared by subsequent deposition as thin films.